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Deploying a deep packet inspection (DPI) firewall is effective for tracking session states and preventing fraudulent session initiations because it examines the data packets that are transmitted over the network at a more granular level. DPI can analyze the content and context of the packets beyond just their headers, which enables it to identify and enforce specific policies and behaviors tied to session management.

This capability is crucial in monitoring for any anomalies or unauthorized attempts to initiate sessions. Since DPI operates at the application layer, it can inspect the payload of each packet, checking for potential threats like session hijacking or replay attacks. By understanding the state of each session and its legitimate traffic patterns, the DPI firewall can differentiate between legitimate and fraudulent session requests, thereby enhancing security measures.

Other tools listed, such as standard firewalls or intrusion detection systems, have their roles but do not provide the same level of detailed analysis of session states as a deep packet inspection firewall. A standard firewall primarily focuses on allowing or blocking traffic based on predefined rules, and an intrusion detection system mainly detects and alerts on potential intrusions rather than managing session states actively. An application-layer gateway can help in some aspects of application security but lacks the depth of packet analysis that DPI offers.